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~isPartOf:"Economic modelling"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Ajmi, Ahdi Noomen"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~subject:"Schock"
~subject:"United States"
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Ajmi, Ahdi Noomen
Gil-Alaña, Luis A.
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Gupta, Rangan
7
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Dungey, Mardi H.
5
Hur, Joonyoung
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Hatemi-J, Abdulnasser
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Economic modelling
Financial innovation : FIN
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Journal of empirical finance
CESifo working papers
24
Economics and finance working paper series
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Applied economics
7
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Energy economics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economics letters
5
International review of financial analysis
5
Journal of banking & finance
3
Journal of forecasting
3
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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Applied financial economics
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Department of Economics working papers
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Discussion paper series / IZA
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
HWWA discussion paper
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
Research in international business and finance
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Review of financial economics : RFE
2
The North American journal of economics and finance : a journal of financial economics studies
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Advances in quantitative analysis of finance and accounting : a research annual
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Annales d'économie et de statistique
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Bank of Finland research discussion papers
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Business fluctuations and cycles
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Canadian journal of agricultural economics : CJAE
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China finance review international
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Cogent economics & finance
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Computational economics
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
11
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1
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10013461342
Saved in:
4
Trilemma of pandemic-related health emergency, economic policy uncertainty and partisan conflict in the United States : a time-varying analysis evidence
Akadiri, Seyi
;
Alola, Andrew Adewale
;
Ajmi, Ahdi Noomen
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 771-784
Persistent link: https://www.econbiz.de/10013442231
Saved in:
5
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
6
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
7
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
8
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
9
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
10
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
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